Does anyone have suggestions for automatically detecting whether a date is christmas, thanksgiving, labor day, etc or not?
I do something like the attached pic, but want to find a better solution.
#rstats
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You need business calendar logic. This is finance packages (for market open/closed). RcppQuantuccia has them in a lighter-weight package (and I'll have an update really soon), else RQuantLib. Or check exchanges / national bodies. #rstats
Oct 21, 2021 · 1:17 AM UTC
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